sentimenTrader Blog


2017-01-18 | Eric Brown | Comments

Currently, there are 9 Stock indicators at Pessimistic Extremes and 44 Stock indicators at Optimistic Extremes. The tables below display stock market indicators that are at Very Optimistic, Extremely Optimistic, Very Pessimistic or Extremely Pessimistic levels. Note: These tables contain only indicators from the Stocks section of the site. For the tables below, you can click through to each chart […]

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2017-01-09 | Eric Brown | Comments

Over the weekend, I was asked to take a look at strategies for the QQQ ETF using our QQQ social sentiment indicator. Before I start doing any development on a strategy, I like to first look at the threshold returns of the indicator at question to determine if there’s enough returns to work with in the […]

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2017-01-07 | Jason Goepfert | Comments

This morning, respected technician Helene Meisler made an observation on breadth that was notable: In the last 2 trading days Naz is up 44 points.Naz breadth has lost 800 issues — Helene Meisler (@hmeisler) January 7, 2017 That reinforces what we discussed in the report on Friday about the weak breadth not necessarily being isolated […]

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2017-01-06 | Jason Goepfert | Comments

Last October, we took a look at the group-think in Amazon ahead of its earnings report. At the time, Wall Street was almost universally and historically optimistic on the stock, suggesting even a slight disappointment could be bad for the shares, which ended up falling more than 5% the next day. We’ve been asked to […]

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2017-01-04 | Eric Brown | Comments

Over the weekend, we added an interactive “Portfolio” to the website. The portfolio is the same as what is shared in the Daily Report but now is available for users to view on the website (a screenshot is shown in Figure 1 below) .

sentimenTrader portfolio

Figure 1: Portfolio Screenshot (Jan 4 2017)

The Portfolio lists the current weighting within each position as well as any miscellaneous positions. Additionally, users can click each position to view a history of weighting for that position.

You can find the portfolio here.

About the portfolio:

The Portfolio is a real-money portfolio for Jason Goepfert. It is structured as an IRA and is supplementary to other investments in real estate and private businesses. The account is meant as a store of savings, and not a trading vehicle to maximize gains. This is not meant as a recommendation to buy or sell any security. It is by no means intended to represent an ideal or recommended portfolio for anyone other than the author. It can change directions heavily depending on short-term volatility, and does not reflect a buy-and-hold 60/40 portfolio recommended for most long-term investors. The purpose is to simply show “skin in the game”. Changes in the Portfolio will be reflected the day they are instituted, without notice. Positions taken are typically in highly liquid markets with a primary focus on ETFs and index options contracts


2017-01-03 | Jason Goepfert | Comments

With the big rally in major stocks in the eurozone (at least in euro terms), the most impressive breadth readings in the world have now been recorded in those stocks. Looking at an array of indicators across time frames, we can see that there has been a huge block of buying interest in the stocks […]

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2017-01-03 | Jason Goepfert | Comments

In the report on Thursday, we took a look at other times that stocks sunk to a two-week low in the last sessions of the year. The sample size was woefully small, but almost every one of those times, stocks rallied to start the New Year. Looks like that’s going to continue. The S&P 500 […]

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2016-12-29 | Eric Brown | Comments

Currently, there are 17 Stock indicators at Pessimistic Extremes and 40 Stock indicators at Optimistic Extremes.

The tables below display stock market indicators that are at Very Optimistic, Extremely Optimistic, Very Pessimistic or Extremely Pessimistic levels. Note: These tables contain only indicators from the Stocks section of the site. For the tables below, you can click through to each chart by clicking on the Chart name.

Pessimistic Extremes

Chart Last Close Last Update Sentiment
STEM.MR Model
27.0
2016-12-28
SPY Optix
20.0
2016-12-28
OEX Put/Call Ratio
57.0
2016-12-28
Large Trader Call Buying
27.0
2016-12-23
NYSE Up Volume Ratio
20.0
2016-12-28
NASDAQ Up Volume Ratio
18.0
2016-12-28
S&P 500 Down Pressure
97.0581
2016-12-28
NASDAQ 100 Down Pressure
98.0665
2016-12-28
S&P 500 Price Oscillator
33.0
2016-12-28
Number of IPOs
2.0
2016-11-30
Penny Stock Share Volume
241039000.0
2016-11-30
Penny Stock Dollar Volume
34009900.0
2016-11-30
Mutual Fund Flow (with ETFs)
-21600.0
2016-12-21
Mutual Fund Flow (no ETFs)
-19900.0
2016-12-21
Rydex Europe Assets
5.0
2016-12-28
Rydex Japan Assets
1.5
2016-12-28
Short-Term Risk Levels
4.0
2016-12-28

Optimistic Extremes

Chart Last Close Last Update Sentiment
Smart Money / Dumb Money Confidence Spread
-48.0
2016-12-28
AIM (Advisor and Investor Model)
93.0
2016-12-23
% Showing Excess Optimism
38.0
2016-12-28
VIX
12.95
2016-12-28
Equity Hedging Index
15.3
2016-12-23
Risk Appetite Index
87.0
2016-12-27
Equities as % of GDP
0.79
2016-09-30
Speculators Combo
81.0
2016-12-20
NASDAQ 100 Combo Hedgers Position
-16472400000.0
2016-12-20
DJIA Hedgers Position
-30777.0
2016-12-20
DJIA Mini Hedgers Position
-61554.0
2016-12-20
DJIA Combo Hedgers Position
-12295200000.0
2016-12-20
Russell 2000 Mini Hedgers Position
-101521.0
2016-12-20
Odd Lot Purchase Percentage
67.5175
2016-12-27
Odd Lot Short Sales
21.108
2016-12-27
NAAIM Exposure Index
101.3
2016-12-21
Mutual Fund Cash Level
3.2
2016-10-31
Equity / Money Market Asset Ratio
4.04
2016-10-31
Retail Money Market Ratio
2.92
2016-11-14
NYSE Available Cash
-197961.0
2016-11-30
Penny Stock Transaction Volume
18805.0
2016-11-30
Rydex Bearish Flow
-34.0
2016-12-28
Rydex Ratio
81.0
2016-12-28
Rydex Money Market %
16.0
2016-12-28
Rydex Total Bear Assets
137.6
2016-12-28
Rydex Total Bull / Bear Ratio
10.9
2016-12-28
Rydex Banking Assets
67.4
2016-12-28
Rydex Biotechnology Assets
284.0
2016-12-28
Rydex Consumer Products Assets
327.8
2016-12-28
Rydex Financial Services Assets
56.3
2016-12-28
Rydex Leisure Assets
48.3
2016-12-28
Rydex Technology Assets
65.6
2016-12-28
Smart Money Confidence
27.0
2016-12-28
Dumb Money Confidence
75.0
2016-12-28
Conference Board – Stocks
23.2
2016-12-30
% Showing Excess Optimism-Pessimism Spread
0.25
2016-12-28
IWM Open Interest Ratio
3.4624
2016-12-28
Fund Flow – ETF Total
7772.0
2016-12-21
Medium-Term Risk Levels
7.0
2016-12-28
Rydex Total Leveraged Bear Assets
52.0
2016-12-28

2016-12-20 | Eric Brown | Comments

Currently, there are 9 Stock indicators at Pessimistic Extremes and 44 Stock indicators at Optimistic Extremes.

The tables below display stock market indicators that are at Very Optimistic, Extremely Optimistic, Very Pessimistic or Extremely Pessimistic levels. Note: These tables contain only indicators from the Stocks section of the site. For the tables below, you can click through to each chart by clicking on the Chart name.

Pessimistic Extremes

Chart Last Close Last Update Sentiment
STEM.MR NASDAQ Model
30.0
2016-12-19
Number of IPOs
2.0
2016-11-30
Penny Stock Share Volume
241039000.0
2016-11-30
Penny Stock Dollar Volume
34009900.0
2016-11-30
Mutual Fund Flow (no ETFs)
-11100.0
2016-12-14
Rydex Energy Services Assets
38.4
2016-12-19
Rydex Europe Assets
5.5
2016-12-19
Volatility ETF Fund Flow
-0.073
2016-12-16
Fund Flow – Mutual Fund Domestic
-8761.0
2016-12-07

Optimistic Extremes

Chart Last Close Last Update Sentiment
Smart Money / Dumb Money Confidence Spread
-42.0
2016-12-19
AIM (Advisor and Investor Model)
95.0
2016-12-16
VIX
11.71
2016-12-19
VIX Term Structure
0.76
2016-12-19
NYSE High/Low Ratio
83.0
2016-12-19
Risk Appetite Index
81.0
2016-12-15
Equities as % of GDP
0.79
2016-09-30
NASDAQ 100 Combo Hedgers Position
-17639600000.0
2016-12-13
DJIA Hedgers Position
-26828.0
2016-12-13
DJIA Mini Hedgers Position
-53657.0
2016-12-13
DJIA Combo Hedgers Position
-10683700000.0
2016-12-13
Russell 2000 Mini Hedgers Position
-58449.0
2016-12-13
Odd Lot Purchase Percentage
66.1718
2016-12-16
NAAIM Exposure Index
96.2
2016-12-14
Mutual Fund Cash Level
3.2
2016-10-31
Equity / Money Market Asset Ratio
4.04
2016-10-31
Retail Money Market Ratio
2.92
2016-11-14
NYSE Available Cash
-182190.0
2016-10-31
Penny Stock Transaction Volume
18805.0
2016-11-30
Rydex Bearish Flow
-24.0
2016-12-19
Rydex Ratio
76.0
2016-12-19
Rydex Beta Chase Index
7.3
2016-12-19
Rydex Money Market %
18.0
2016-12-19
Rydex Bull/Bear RSI Spread
99.0
2016-12-19
Rydex Total Bear Assets
141.0
2016-12-19
Rydex Total Bull / Bear Ratio
10.0
2016-12-19
Rydex Banking Assets
64.2
2016-12-19
Rydex Biotechnology Assets
293.5
2016-12-19
Rydex Consumer Products Assets
343.1
2016-12-19
Rydex Financial Services Assets
61.8
2016-12-19
Rydex Japan Assets
27.8
2016-12-19
Rydex Leisure Assets
47.5
2016-12-19
Rydex Transportion Assets
66.4
2016-12-19
Dumb Money Confidence
75.0
2016-12-19
Analyst Price Changes
77.0
2016-12-16
% Showing Excess Optimism-Pessimism Spread
0.29
2016-12-19
S&P 500 Buying Climaxes
62.0
2016-12-16
SPY Open Interest Ratio
2.4144
2016-12-19
IWM Open Interest Ratio
3.0453
2016-12-19
Fund Flow – ETF Total
12723.0
2016-12-07
Fund Flow – ETF Domestic
11715.0
2016-12-07
Short-Term Risk Levels
6.0
2016-12-19
Medium-Term Risk Levels
7.0
2016-12-19
Rydex Total Leveraged Bear Assets
53.2
2016-12-19

2016-12-19 | Eric Brown | Comments

Over the weekend, we added the following features to the site:

  • Added new Social Sentiment indicators. The new indicators are “Bearish Percent” and “Bullish Percent” for each of the active ETF’s that we track.
  • Changed Social Sentiment indicators to allow different indexes and secondary indicators to be drawn.
  • Added the Russell 2000 Index to the Index Seasonality Chart.
  • Users now have the ability to add a moving average for the Index on charts. To add an Index Moving Average, select any moving average from the “Index Moving Average” drop-down menu on the chart page. These moving averages can be saved into your favorite configurations just like any other selection.

As always, you can find out about new additions / changes by visiting the “What’s New” page.

Social Sentiment Changes

Social Sentiment is sentiment derived from performing automated natural language processing on messages collected from Twitter. Messages that mention a symbol (SPY for example) are collected and analyzed and given a rating of ‘bullish’, ‘bearish’ or ‘neutral’ (some messages are also categorized as ‘spam’). From these messages, the percentage of bullish messages and bearish messages are then calculated (based on the total number of messages).

For each of the active ETF’s on social media that we track, Social Percent Bearish and Social Percent Bullish are provided on the Social Sentiment listing page. A sample of the SPY Social Percent Bullish is below.

SPY Social Percent Bullish

Figure 1: SPY Social Percent Bullish

Social Sentiment Listing & Chart Changes

We made it easier to ‘filter’ the social sentiment listing by setting up the appropriate filters and categories. Like all other listing tables you can now filter the table by “Index”, “Commodity”, “Bond”, “Country” and “Sector”.

Additionally, we added the ability to view secondary indicators and different indexes to Social Sentiment indicators.

Russell 2000 added to Index Seasonality

Due to an oversight on our part, the Russell 2000 was not included in the Index Seasonality Chart. It has been added now. Along with SPX, DJIA and COMP, you can select “RUT” in the index dropdown to view the monthly seasonality by day of month.

Index Moving Averages

Moving Averages on Indexes

Figure 2: Moving Averages on Indexes

One of the requested features for the site has been the ability to add a moving average to the Index panel of charts. This has now been added as a feature to our charts.

To add a moving average to an Index, use the ‘Index Moving Average’ dropdown menu located next to the “Indicator Moving Average” menu below the charts.

 


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